Hi XDwannesXD. Entities and all their associated files (FPE, X and so on) are put into the same folder. You probably noticed that none of the files to do with the entities are separated when you opened the zip file. So, you just drop that folder into the entitybank folder and you should be good to go.
One word of warning however.... in the past I've noticed that some people who create entities do not make any folder for them. They zip up all the files into a folder called entitybank. If you encounter any of these in your downloads, you will want to make a new folder inside your entitybank folder, calling it whatever name you want to help identify the entities you downloaded; then drop those files into the folder you created; then drop that folder into the entitybank folder inside your fpscreator location. That way there will be more organization to your fpscreators files and less confusion when trying to locate a particular entity.
Hope this helped you out.
Anything is possible